Computational methods for a copula-based Markov chain model with a binomial time series

DOI10.1080/03610918.2022.2061514MaRDI QIDQ6562745

Takeshi Emura, Xin-Wei Huang

Publication date: 27 June 2024

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of association (correlation, canonical correlation, etc.) (62H20) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

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